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This paper examines the impact of Lebanese political news announcements on Beirut Stock Exchange (BSE) returns and volatility from 2005 to 2014. Using a sample of (294) Lebanese political news, the results from GARCH, EGARCH and ARCH models reveal significant impacts of favorable and unfavorable...
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Our aim is to investigate the sensitivity of financial sector stock returns to market, interest rate, and exchange rate risk in three financial sectors (financial services, banking, and insurance) in eight countries, including various European, the US, and China economies, over the period...
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There has been much interest in the relationship between the price of crude oil, the value of the U.S. dollar, and the U.S. interest rate since the 1980s. For example, the sustained surge in the real price of oil in the 2000s is often attributed to the declining real value of the U.S. dollar as...
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